Sketching for Proving Generalization of Support Vector Machines

Explore the application of sketching techniques in proving generalization bounds for Support Vector Machines (SVMs) in this 46-minute lecture by Kasper Larsen from Aarhus University. Delve into the fundamental concepts of binary classification and hyperplane separation, focusing on the importance of margin maximization in SVMs. Discover how the Johnson-Lindenstrauss transform is utilized as a key tool for sketching hyperplanes, leading to improved classic generalization bounds. Gain insights into the intersection of sketching algorithms and machine learning theory, and understand how these advancements contribute to a deeper comprehension of SVM performance and generalization capabilities.